Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-08 78.188287 89.119739 102.035048 118.708250 140.113086 167.349792 205.847547
2024-12-15 63.572225 76.813223 94.088932 119.258102 156.930093 215.177902 322.590093
2024-12-22 53.022261 66.057097 84.002125 112.039147 158.247610 240.136334 428.085142
2024-12-29 49.469800 63.596100 84.171089 118.892556 183.010343 318.805643 758.122896
2025-01-05 44.990993 58.973291 80.076347 117.545020 192.484427 374.774008 1197.120527
2025-01-12 41.005638 54.493762 75.377304 113.874228 195.770546 419.522070 1849.290742
2025-01-19 37.146444 49.766569 69.604772 107.016098 189.736885 433.920319 2509.565709
2025-01-26 36.579033 50.020549 71.986238 115.963734 224.119773 628.118165 15810.367259
2025-02-02 36.148214 50.408495 74.608336 126.081507 268.176018 987.303048 NaN
2025-02-09 34.802959 49.142111 74.076958 129.303463 294.837550 1380.845328 NaN
2025-02-16 33.117204 47.145756 71.937347 128.369469 307.655588 1764.577325 NaN
2025-02-23 31.624114 45.354546 69.978783 127.469950 320.638090 2312.583839 NaN
2025-03-02 29.951015 43.233725 67.365173 124.997417 328.931600 3052.681426 NaN
2025-03-09 28.579484 41.554701 65.474762 124.108912 344.789484 4644.587810 NaN
2025-03-16 26.684356 38.824722 61.235504 116.301468 324.755310 4554.653484 NaN
2025-03-23 26.345437 38.834462 62.508165 123.563599 384.721792 19063.694846 NaN
2025-03-30 25.285694 37.462799 60.787870 122.130729 398.557766 61802.725095 NaN
2025-04-06 24.118384 35.824425 58.365049 118.233941 395.421547 200242.673680 NaN
2025-04-13 22.767826 33.784678 54.954703 110.965417 367.534760 105412.140305 NaN
2025-04-20 22.805079 34.300674 57.018851 120.451478 459.812920 NaN NaN
2025-04-27 22.857366 34.845349 59.216617 131.208729 592.778248 NaN NaN
2025-05-04 22.415007 34.414886 59.181633 134.640993 674.275260 NaN NaN
2025-05-11 21.744136 33.503305 57.957489 133.645706 707.601369 NaN NaN